Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-31 35.304673 38.266551 41.536312 45.449206 50.053240 55.362442 62.045798
2025-09-07 30.498632 34.256095 38.685440 44.406550 51.784780 61.270215 74.938448
2025-09-14 27.680912 31.757842 36.760082 43.545755 52.861660 65.833177 86.683284
2025-09-21 25.155478 29.243751 34.388345 41.593870 51.915467 67.132538 93.745326
2025-09-28 23.779485 28.005784 33.459825 41.352737 53.178534 71.751997 107.660348
2025-10-05 23.602651 28.265388 34.483431 43.885746 58.886176 84.763456 143.730275
2025-10-12 22.466100 27.140871 33.484550 43.309162 59.550376 89.187095 164.510752
2025-10-19 21.761379 26.542480 33.156448 43.679399 61.806356 97.218067 201.352238
2025-10-26 21.451198 26.456705 33.539132 45.177829 66.279421 111.377204 276.727742
2025-11-02 20.838621 25.897643 33.168334 45.392488 68.399115 121.111688 357.288045
2025-11-09 19.828853 24.714015 31.776737 43.756421 66.636928 120.571162 385.388925
2025-11-16 18.927230 23.647652 30.506540 42.227902 64.899106 119.684422 412.747536
2025-11-23 18.592727 23.506434 30.824287 43.806485 70.597875 144.733893 870.207342
2025-11-30 17.693612 22.497009 29.736360 42.818845 70.729261 153.987184 1522.341246
2025-12-07 16.931878 21.641010 28.816892 42.011132 71.071933 164.632097 3953.221633
2025-12-14 16.040998 20.542147 27.429363 40.175706 68.594930 162.913740 7587.105126
2025-12-21 15.537250 20.004149 26.917541 39.948699 70.034026 179.375431 NaN
2025-12-28 15.545244 20.245017 27.700125 42.330420 78.925808 247.267668 NaN
2026-01-04 15.051353 19.676158 27.072797 41.788836 79.658727 271.160635 NaN
2026-01-11 14.739006 19.376505 26.884913 42.136637 83.155951 327.099371 NaN
2026-01-18 14.607923 19.355671 27.176384 43.542882 90.562659 463.304075 NaN
2026-01-25 14.308325 19.047460 26.935069 43.744154 94.100955 592.548083 NaN
2026-02-01 13.786239 18.357302 25.969644 42.208974 90.977481 580.584576 NaN